diff options
| author | Sebastian Berg <sebastian@sipsolutions.net> | 2021-11-09 16:16:48 -0600 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2021-11-09 16:16:48 -0600 |
| commit | a0d86e298b18f6c1bc13d2ed032ac7fd9d67e592 (patch) | |
| tree | 1d4ceae313113e10ce957c3a2a0c95009b3f31e9 /numpy | |
| parent | e1239e7152c87fa97266f62e107d383905e6006c (diff) | |
| parent | 53e3df3c99a26791cc07e2ea1570e87643fdf7e0 (diff) | |
| download | numpy-a0d86e298b18f6c1bc13d2ed032ac7fd9d67e592.tar.gz | |
Merge pull request #20331 from bzah/fix/quantile-default-lerp-method
MAINT: Update quantile default lerp method
Diffstat (limited to 'numpy')
| -rw-r--r-- | numpy/lib/function_base.py | 12 | ||||
| -rw-r--r-- | numpy/lib/tests/test_function_base.py | 8 |
2 files changed, 15 insertions, 5 deletions
diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py index 86125168a..3c9983edf 100644 --- a/numpy/lib/function_base.py +++ b/numpy/lib/function_base.py @@ -67,7 +67,7 @@ __all__ = [ # fix_gamma : Callable # A function used for discret methods to force the index to a specific value. _QuantileInterpolation = dict( - # --- HYNDMAN and FAN methods + # --- HYNDMAN AND FAN METHODS # Discrete methods inverted_cdf=dict( get_virtual_index=lambda n, quantiles: _inverted_cdf(n, quantiles), @@ -102,10 +102,12 @@ _QuantileInterpolation = dict( _compute_virtual_index(n, quantiles, 0, 0), fix_gamma=lambda gamma, _: gamma, ), - # Default value + # Default method. + # To avoid some rounding issues, `(n-1) * quantiles` is preferred to + # `_compute_virtual_index(n, quantiles, 1, 1)`. + # They are mathematically equivalent. linear=dict( - get_virtual_index=lambda n, quantiles: - _compute_virtual_index(n, quantiles, 1, 1), + get_virtual_index=lambda n, quantiles: (n - 1) * quantiles, fix_gamma=lambda gamma, _: gamma, ), median_unbiased=dict( @@ -118,7 +120,7 @@ _QuantileInterpolation = dict( _compute_virtual_index(n, quantiles, 3 / 8.0, 3 / 8.0), fix_gamma=lambda gamma, _: gamma, ), - # --- OTHER METHODS fixme add deprecated ? + # --- OTHER METHODS lower=dict( get_virtual_index=lambda n, quantiles: np.floor( (n - 1) * quantiles).astype(np.intp), diff --git a/numpy/lib/tests/test_function_base.py b/numpy/lib/tests/test_function_base.py index d5fa012f1..1c274afae 100644 --- a/numpy/lib/tests/test_function_base.py +++ b/numpy/lib/tests/test_function_base.py @@ -3356,6 +3356,14 @@ class TestPercentile: class TestQuantile: # most of this is already tested by TestPercentile + def test_max_ulp(self): + x = [0.0, 0.2, 0.4] + a = np.quantile(x, 0.45) + # The default linear method would result in 0 + 0.2 * (0.45/2) = 0.18. + # 0.18 is not exactly representable and the formula leads to a 1 ULP + # different result. Ensure it is this exact within 1 ULP, see gh-20331. + np.testing.assert_array_max_ulp(a, 0.18, maxulp=1) + def test_basic(self): x = np.arange(8) * 0.5 assert_equal(np.quantile(x, 0), 0.) |